Quality minus junk

CS Asness, A Frazzini, LH Pedersen - Review of Accounting studies, 2019 - Springer
We define quality as characteristics that investors should be willing to pay a higher price for.
Theoretically, we provide a tractable valuation model that shows how stock prices should …

Piotroski's FSCORE: international evidence

C Walkshäusl - Journal of Asset Management, 2020 - Springer
Almost 20 years after its publication, Piotroski's (J Account Res 38: 1–41, 2000) FSCORE,
the composite measure of the firm's fundamental strength remains a strong predictor of …

Does the F-score improve the performance of different value investment strategies in Europe?

J Tikkanen, J Äijö - Journal of asset management, 2018 - Springer
This study examines whether the performance of different value investment strategies can
be improved with Piotroski's (J Account Res 38: 1–41, 2000) F-score screening method for …

How to improve quality investing

L Otero González, P Durán Santomil… - BRQ Business …, 2023 - journals.sagepub.com
In this article, we evaluate the relationship between quality investing combined with
Economic Moat, ESG (Environmental, Social and Governance) and analyst opinions over …

Value and quality investing strategy in Indian stock market

S Kaur, S Seth, J Singh - Managerial Finance, 2024 - emerald.com
Value and quality investing strategy in Indian stock market | Emerald Insight Books and
journals Case studies Expert Briefings Open Access Publish with us Advanced search Value …

How to build a factor portfolio: Does the allocation strategy matter?

H Dichtl, W Drobetz, VS Wendt - European Financial …, 2021 - Wiley Online Library
Factor‐based allocation embraces the idea of factors, as opposed to asset classes, as the
ultimate building blocks of investment portfolios. We examine whether there is a superior …

Is smart beta investing profitable? evidence from the Nordic stock market

V Silvasti, K Grobys, J Äijö - Applied economics, 2021 - Taylor & Francis
This study examines the profitability of the mixing and integrating approach for constructing
multi-factor smart beta portfolios. While most studies explore this issue in a US market …

Can the FSCORE add value to anomaly-based portfolios? A reality check in the German stock market

EJ Pätäri, TH Leivo, S Ahmed - Financial Markets and Portfolio …, 2022 - Springer
This paper examines the added value of using financial statement information, particularly
that of Piotroski's (J Account Res 38: 1, 2000. https://doi. org/10.2307/2672906) FSCORE, for …

Machine learning-based stock picking using value investing and quality features

R Priel, L Rokach - Neural Computing and Applications, 2024 - Springer
Value Investing stands as one of the most time-honored strategies for long-term equity
investment in financial markets, specifically in the domain of stocks. The essence of this …

Quality investing in the Indian stock market

V Lalwani, M Chakraborty - Managerial finance, 2018 - emerald.com
Purpose The purpose of this paper is to explore whether stock selection strategies based on
four fundamental quality indicators can generate superior returns compared to overall …